Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48369.92 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46169.72 Kr¶

PnL: ---------------------------------------> -2052.53 Kr¶

DD now: ---------------------------------> -7.11 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:45:36.483485'

Anic Portfolio¶

Today¶

Return: -0.209 %¶

This Week¶

Return: -0.209 %¶

Total¶

Return: 58.351 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.230000 837.450000 139.450000 19.980000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Nordisk Bergteknik B 130 -2.570000 4192.500000 28.500000 0.680000 4163.999970
Stillfront Group 38 -2.230000 709.650000 23.650000 3.450000 686.000016
MEKO 13 -1.300000 1574.300000 20.300000 1.310000 1554.000006
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -1.610000 495.400000 10.400000 2.140000 485.000000
Tobii Dynavox 109 -2.090000 2732.090000 10.090000 0.370000 2721.999993
SKF A 3 -3.670000 591.000000 -2.000000 -0.340000 593.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
G5 Entertainment 3 -1.150000 568.200000 -3.800000 -0.660000 572.000001
SKF B 3 -3.680000 592.050000 -3.950000 -0.660000 596.000001
ITAB Shop Concept 56 -1.130000 684.320000 -6.680000 -0.970000 691.000016
Embracer Group B 14 -4.340000 679.560000 -9.440000 -1.370000 689.000004
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.570000 502.600000 -11.400000 -2.220000 514.000000
Husqvarna A 7 -2.770000 615.300000 -17.700000 -2.800000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Loomis 6 -2.150000 2023.200000 -19.800000 -0.970000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -2.100000 537.600000 -24.400000 -4.340000 562.000005
Husqvarna B 7 -2.830000 615.300000 -24.700000 -3.860000 639.999997
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Avanza Bank Holding 2 -6.990000 476.400000 -34.600000 -6.770000 511.000000
Swedbank A 3 -3.370000 577.050000 -40.950000 -6.630000 618.000000
Lagercrantz Group B 5 -2.420000 565.000000 -42.000000 -6.920000 607.000000
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Nordea Bank Abp 30 -3.670000 3714.000000 -49.000000 -1.300000 3762.999990
Collector Bank 29 -6.820000 1184.650000 -49.350000 -4.000000 1233.999996
Dustin Group 18 -4.670000 610.560000 -59.440000 -8.870000 669.999996
Mips 1 -3.120000 468.500000 -60.500000 -11.440000 529.000000
AFRY 3 -2.810000 519.300000 -75.700000 -12.720000 594.999999
Viaplay Group B 4 -5.620000 946.400000 -90.600000 -8.740000 1037.000000
Fastighetsbolaget Emilshus B 23 10.260000 595.700000 -99.300000 -14.290000 694.999993
RVRC Holding 17 -3.590000 547.740000 -135.260000 -19.800000 683.000007
Beijer Alma B 9 -2.660000 1813.500000 -140.500000 -7.190000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.670000 3529.600000 -608.400000 -14.700000 4138.000000
TOTAL 46169.720000 -2052.530000 -7.11047% 48222.250041

Updated:¶

'2023-03-13 12:45:50.536478'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶